A Markov switching model of the conditional volatility of crude oil futures prices

10.1016/S0140-9883(01)00087-1

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Bibliographic Details
Main Authors:	Fong, W.M., See, K.H.
Other Authors:	FINANCE & ACCOUNTING
Format:	Article
Published:	2013
Subjects:	Conditional volatility Crude oil futures GARCH Markov switching
Online Access:	http://scholarbank.nus.edu.sg/handle/10635/44469
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Institution:	National University of Singapore

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spelling	sg-nus-scholar.10635-444692024-11-09T18:12:02Z A Markov switching model of the conditional volatility of crude oil futures prices Fong, W.M. See, K.H. FINANCE & ACCOUNTING Conditional volatility Crude oil futures GARCH Markov switching 10.1016/S0140-9883(01)00087-1 Energy Economics 24 1 71-95 EECOD 2013-10-09T08:21:30Z 2013-10-09T08:21:30Z 2002 Article Fong, W.M., See, K.H. (2002). A Markov switching model of the conditional volatility of crude oil futures prices. Energy Economics 24 (1) : 71-95. ScholarBank@NUS Repository. https://doi.org/10.1016/S0140-9883(01)00087-1 01409883 http://scholarbank.nus.edu.sg/handle/10635/44469 000173191800005 Scopus
institution	National University of Singapore
building	NUS Library
continent	Asia
country	Singapore Singapore
content_provider	NUS Library
collection	ScholarBank@NUS
topic	Conditional volatility Crude oil futures GARCH Markov switching
spellingShingle	Conditional volatility Crude oil futures GARCH Markov switching Fong, W.M. See, K.H. A Markov switching model of the conditional volatility of crude oil futures prices
description	10.1016/S0140-9883(01)00087-1
author2	FINANCE & ACCOUNTING
author_facet	FINANCE & ACCOUNTING Fong, W.M. See, K.H.
format	Article
author	Fong, W.M. See, K.H.
author_sort	Fong, W.M.
title	A Markov switching model of the conditional volatility of crude oil futures prices
title_short	A Markov switching model of the conditional volatility of crude oil futures prices
title_full	A Markov switching model of the conditional volatility of crude oil futures prices
title_fullStr	A Markov switching model of the conditional volatility of crude oil futures prices
title_full_unstemmed	A Markov switching model of the conditional volatility of crude oil futures prices
title_sort	markov switching model of the conditional volatility of crude oil futures prices
publishDate	2013
url	http://scholarbank.nus.edu.sg/handle/10635/44469
_version_	1821195288086315008

A Markov switching model of the conditional volatility of crude oil futures prices

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